Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.623 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49582.24 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45521.03 Kr¶

PnL: ---------------------------------------> 465.03 Kr¶

DD now: ---------------------------------> -6.661 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:06:12.687587'

Anic Portfolio¶

Today¶

Return: 1.45 %¶

This Week¶

Return: 0.566 %¶

Total portfolio value¶

Return including deposits: 62.32 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.660000 1671.840000 202.840000 13.810000 1468.999998
Sedana Medical 93 4.780000 2691.420000 170.420000 6.760000 2521.000011
Orrön Energy 180 5.250000 2164.500000 121.500000 5.950000 2043.000000
Atrium Ljungberg B 5 4.570000 996.000000 61.000000 6.520000 935.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
JM 6 3.830000 911.400000 47.400000 5.490000 864.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Sagax B 4 3.460000 896.800000 42.800000 5.010000 854.000000
Catena 2 3.880000 834.400000 42.400000 5.350000 792.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.720000 1004.160000 37.160000 3.840000 966.999996
BioGaia B 8 1.370000 947.200000 17.200000 1.850000 930.000000
Bilia A 8 1.870000 916.800000 16.800000 1.870000 900.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Biotage 7 0.370000 946.400000 5.400000 0.570000 940.999997
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
AcadeMedia 8 0.300000 402.000000 0.000000 0.000000 402.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 -0.500000 771.900000 -7.100000 -0.910000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
SKF B 5 -1.480000 918.250000 -21.750000 -2.310000 940.000000
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
Indutrade 5 2.020000 1184.500000 -33.500000 -2.750000 1218.000000
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Hexagon B 26 0.960000 3422.900000 -38.100000 -1.100000 3461.000010
Latour B 4 0.100000 818.800000 -38.200000 -4.460000 857.000000
Addnode Group B 11 -2.810000 876.150000 -44.850000 -4.870000 921.000003
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
BHG Group 97 3.010000 1395.830000 -63.170000 -4.330000 1458.999989
TOTAL 45521.030000 465.030000 -6.66055% 45056.000411

Updated:¶

'2023-07-04 14:06:29.468786'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶